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RWMGX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RWMGX and SCHD is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

RWMGX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.93%
7.54%
RWMGX
SCHD

Key characteristics

Sharpe Ratio

RWMGX:

1.32

SCHD:

1.15

Sortino Ratio

RWMGX:

1.73

SCHD:

1.70

Omega Ratio

RWMGX:

1.26

SCHD:

1.20

Calmar Ratio

RWMGX:

1.90

SCHD:

1.63

Martin Ratio

RWMGX:

8.82

SCHD:

5.55

Ulcer Index

RWMGX:

1.78%

SCHD:

2.33%

Daily Std Dev

RWMGX:

11.93%

SCHD:

11.24%

Max Drawdown

RWMGX:

-34.64%

SCHD:

-33.37%

Current Drawdown

RWMGX:

-6.49%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, RWMGX achieves a 14.89% return, which is significantly higher than SCHD's 11.86% return. Both investments have delivered pretty close results over the past 10 years, with RWMGX having a 10.78% annualized return and SCHD not far ahead at 10.89%.


RWMGX

YTD

14.89%

1M

-5.15%

6M

2.63%

1Y

15.56%

5Y*

10.90%

10Y*

10.78%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RWMGX vs. SCHD - Expense Ratio Comparison

RWMGX has a 0.27% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


RWMGX
American Funds Washington Mutual Investors Fund Class R-6
Expense ratio chart for RWMGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

RWMGX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for RWMGX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.321.15
The chart of Sortino ratio for RWMGX, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.001.731.70
The chart of Omega ratio for RWMGX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.20
The chart of Calmar ratio for RWMGX, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.901.63
The chart of Martin ratio for RWMGX, currently valued at 8.82, compared to the broader market0.0020.0040.0060.008.825.55
RWMGX
SCHD

The current RWMGX Sharpe Ratio is 1.32, which is comparable to the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of RWMGX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.32
1.15
RWMGX
SCHD

Dividends

RWMGX vs. SCHD - Dividend Comparison

RWMGX's dividend yield for the trailing twelve months is around 1.21%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
RWMGX
American Funds Washington Mutual Investors Fund Class R-6
1.21%1.96%2.27%1.69%2.02%2.11%2.40%2.14%2.21%2.41%8.09%5.30%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

RWMGX vs. SCHD - Drawdown Comparison

The maximum RWMGX drawdown since its inception was -34.64%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RWMGX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.49%
-6.45%
RWMGX
SCHD

Volatility

RWMGX vs. SCHD - Volatility Comparison

American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) has a higher volatility of 6.40% compared to Schwab US Dividend Equity ETF (SCHD) at 3.73%. This indicates that RWMGX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.40%
3.73%
RWMGX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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